+35.7%
HST vs AFL
+11.7%
+24.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -12.3% | -6.2% | -6.1% | -10.6% |
| 3M | -6.4% | +2.2% | -8.5% | -7.2% |
| 6M | +15.0% | +5.3% | +9.7% | +12.0% |
| YTD | +30.5% | +8.0% | +22.6% | +25.5% |
| 1Y | +35.7% | +10.2% | +25.4% | +29.8% |
| All | +35.7% | +11.7% | +24.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling